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Interactions between Business Cycles, Stock Market Cycles and Interest Rates : The Stylised Facts

Avouyi-Dovi, Sanvi - 2010

In this paper, we study the co-movements between stock market indices and real economic activity over the business cycle in France, Germany, Italy, the United Kingdom and the United States, using two complementary approaches in our analysis. First, we identify the turning points in real economy...

Persistent link: https://www.econbiz.de/10013136227

Essays in financial economics

Greenwood, Robin - 2002

Persistent link: https://www.econbiz.de/10003779960

The Relationship between Stock Price Index and Exchange Rate in Asian Markets : A Wavelet Based Correlation and Quantile Regression Approach

Dar, Arif Billah - 2013

index and exchange rate. We apply simple correlation and wavelet based correlation and in accordance with the portfolio … correlation grows stronger with higher time scales. We further apply quantile regression to observe the various relationships … in the relation of these two markets in Asia, which indicates that the negative relation is asymmetric across different …

Persistent link: https://www.econbiz.de/10013082971

Estimating market index valuation from macroeconomic trends

Afify, Andrea; Roman, Hector Eduardo - In: Quantitative finance and economics 5 (2021) 2, pp. 287-310

Persistent link: https://www.econbiz.de/10012591941

Relationships between stock markets and macroeconomic variables : an empirical analysis of the Istanbul Stock Exchange

Acikalin, Sezgin; Aktas, Rafet; Unal, Seyfettin - In: Investment management and financial innovations 5 (2008) 1, pp. 8-16

Persistent link: https://www.econbiz.de/10003799708

Country-fund discounts and risk : evidence from stock market volatility and macroeconomic volatility

Chiang, Thomas C.; Kim, Doseong; Lee, Euiseong - In: Journal of economics & business 58 (2006) 4, pp. 303-322

Persistent link: https://www.econbiz.de/10003344333

A canonical correlation analysis of sectoral composition of GDP and development in Asia

Jayadevan, C. M. - In: Modern economy 9 (2018) 2, pp. 379-392

Persistent link: https://www.econbiz.de/10011843493

Per capita output convergence across Asian countries : evidence from covariate unit root test with an endogenous structural break

Matsuki, Takashi - In: Economic modelling 82 (2019), pp. 99-118

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Impact of macro variables on Karachi stock exchange

Rabia, N.; Khakan, N. - In: Inventi impact: microfinance & banking (2016) 2, pp. 108-113

Persistent link: https://www.econbiz.de/10011512899

Sources of fluctuations in Islamic, U.S., EU, and Asia equity markets : the roles of economic uncertainty, interest rates, and stock indexes

Hammoudeh, Shawkat; Kim, Won Joong; Sarafrazi, Soodabeh - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1195-1209

Persistent link: https://www.econbiz.de/10011563286